Alkhabeer Capital - Diversif Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.96% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9054 | 2.15 | |
| 0.0835 | 2.22 | |
| 0.6521 | 4.76 | |
| 3.1631 | 2.31 | |
| -5.7538 | -3.02 | |
| 3.8745 | 3.08 | |
| -1.2658 | -0.79 |
Estimation Period:
Jan 20, 2021 to Feb 5, 2026
Jan 20, 2021 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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